Random Walks and Subfractional Brownian Motion

2013/03/21 by Dai, Hongshuai
#60F05 #60G15 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1303.5161

Abstract

In this article, we show a result of approximation in law to subfractional Brownian motion, with H>(1)/(2), in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables

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